Search: original
RBA Glossary definition for original
original – An original time series shows the actual movements in the data over time, not seasonally adjusted.
Search Results
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
For example, the Securitisation Dataset contains a lower share of loans with original loan-to-valuation ratios (LVRs) above 80 per cent than the broader mortgage market, as well as a
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html
See 4 more results from "RDP 2020-03"
Seasonal Adjustment of Chinese Economic Statistics
15 Nov 2015
RDP
PDF
1209KB
Thepurpose of seasonal adjustment is to filter, or ‘look through’, the volatility resultingfrom the effects of seasonality in original data. ... 2011200820052002. Sources: Authors’ calculations; CEIC Data. A general alternative to seasonal
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-13.pdf
Read me file for Monetary Policy, Equity Markets and the Information Effect
20 Apr 2021
RDP
PDF
567KB
RDP 2021-04 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-04/rdp-2021-04-read-me.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
it would purchase an additional $100 billion of bonds once the original $100 billion of bond purchases.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Econometric Perspectives on Economic Measurement
19 Jul 2018
RDP
PDF
1725KB
In A3’ the switch to uncorrelated errors is for realism. In Diewert’s original formulation the errors. ... related contributions. Theil (1967) provides a derivation of the Törnqvist index using an original set-up.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-08.pdf
Appendix A: Data
31 Dec 2015
RDP
2015-13
The modifications we have made to the original data prior to seasonal adjustment are described below. ... Fixed asset investment: as implied by monthly year-to-date flows, nominal original currency terms.
https://www.rba.gov.au/publications/rdp/2015/2015-13/appendix-a.html
See 3 more results from "RDP 2015-13"
Appendix: Feldstein-Horioka Tests
1 Jun 1990
RDP
9003
Most subsequent studies have confirmed Feldstein and Horioka's original results. See Penati and Dooley(1984) and Dooley, Frankel and Mathieson(1987). ... Thus when the period of reduced capital controls and the development of offshore $A markets is added
https://www.rba.gov.au/publications/rdp/1990/9003/appendix.html
See 1 more results from "RDP 9003"
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
PDF
193KB
In doing so, we place in a broader perspectivethe concerns of the ‘original sin’ literature. ... The way around ‘original sin’ is to insurethrough a different contingency, and we suggest several examples.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
The approach generates a number of intuitive predictions, such as an increased sensitivity of housing investment to monetary policy, but leaves the aggregate predictions of the original model broadly unchanged.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
See 2 more results from "RDP 2018-04"
The Well-meaning Economist
1 Sep 2019
RDP
2019-08
Mapping this arithmetic mean back onto the original space produces the quasilinear mean of Y.
https://www.rba.gov.au/publications/rdp/2019/2019-08/full.html
See 2 more results from "RDP 2019-08"